Dr Gavin Whitaker

Quantitative Analyst at Smartodds

Research Interests

• Bayesian statistics.
• Stochastic differential mixed-effects models.
• Inference using stochastic differential equations (SDEs) and extensions to random effects SDE models.
• Bridging strategies for SDEs.
• Markov chain Monte Carlo.
• The linear noise approximation.
• Sports modelling.

Publications

• Whitaker GA, Silva R, Edwards D, Kosmidis, I. A Bayesian inference approach for determining player abilities in football. Journal of the Royal Statistical Society: Series C (Applied Statistics), 2021, 70(1), 174-201.
• Whitaker GA, Silva R, Edwards D. Visualizing a team's goal chances in soccer from attacking events: A Bayesian inference approach. Big Data, 2018, 6(4), 271-290.
• Tsokos A, Narayanan S, Kosmidis I, Baio G, Cucuringu M, Whitaker GA, Király, F. Modeling outcomes of soccer matches. Machine Learning, 2019, 108, 77-95.
• Whitaker GA, Golightly A, Boys RJ, Sherlock C. Improved bridge constructs for stochastic differential equations. Statistics and Computing, 2017, 27(4), 885-900. With accompanying code.
• Whitaker GA, Golightly A, Boys RJ, Sherlock C. Bayesian inference for diffusion-driven mixed-effects models. Bayesian Analysis, 2017, 12(2), 435-463.
• My thesis, entitled "Bayesian Inference for Stochastic Differential Mixed-effects Models." 2016, (2.4MB).

Posters

• ISBA 2018/RSS Conference 2018: A Bayesian inference approach for determining player abilities in football (160kB).
• ISBA 2016: Bayesian inference for diffusion driven mixed-effects models (183kB).

Talks

• 4th July 2018: ISBIS, University of Piraeus, Greece: Using player abilities to predict football (2.7MB).
• 6th December 2017: RSS local group seminar, Newcastle University: Using player abilities to predict football.
• 12th October 2017: R&D seminar, Stratagem Technologies: An introduction to variational inference.
• 21st September 2017: R&D seminar, Stratagem Technologies: An introduction to Hamiltonian Monte Carlo.
• 12th June 2017: R&D seminar, Stratagem Technologies: Determining player abilities: a Bayesian inference approach.
• 16th December 2016: SSH, University College London: Ranking players in football: What? Why? How? (Some introductory ideas).
• 30th April 2014: RSC, Nottingham University: Bayesian inference for stochastic differential random effects models (757kB).
• 5th March 2014: SBSSB, Newcastle University: MCMC schemes for partially observed diffusions: challenges and solutions (1MB).
• 4th December 2013: SBSSB, Newcastle University: Inference for stochastic differential random effects models (887kB).
• 26th March 2013: RSC, Lancaster University: MCMC schemes for partially observed diffusions (642kB).
• 13th March 2013: SBSSB, Newcastle University: An innovative look at MCMC schemes for partially observed diffusions (687kB).
• 5th December 2012: SBSSB, Newcastle University: MCMC schemes for partially observed diffusions (2.5MB)
• 21st November 2012: Postgraduate Forum, Newcastle University: Stochastic differential equations: A story through pictures.
• 2nd May 2012: SBSSB, Newcastle University: Bayesian inference for stochastic differential mixed effects models - initial steps (681kB).
• 22nd February 2012: Postgraduate Forum, Newcastle University: The Bivariate Poisson distribution and the prediction of football matches.

Conferences, Courses and Meetings Attended

• Big Data London 2019, London, 13th-14th November 2019.
• RSS Conference 2019, Belfast, 2nd-5th September 2019.
• RSS Conference 2018, Cardiff, 3rd-6th September 2018.
• KDD 2018, Excel Centre, London, 19th-23th August 2018.
• ISBIS 2018, University of Piraeus, Greece, 4th-6th July 2018.
• ISBA 2018, Edinburgh, 24th-29th June 2018.
• ABS 2018: Bayesian Statistical Modelling and Analysis in Sport, Como, 4th-8th June 2018.
• Third UCL Workshop on the Theory of Big Data, University College London, 26th-28th June 2017.
• ISBA 2016, Sardinia, 13th-17th June 2016.
• Third Subjective Bayesian Meeting, Newcastle University, 13th December 2015.
• Scottish and Northumbrian Academic Statisticians Meeting, Durham University, 22nd May 2015.
• GTP 2014 week 2, Newcastle University, 8th-12th September 2014.
• GTP 2014 week 1, Newcastle University, 28th July - 1st August 2014.
• Northern Postgrad Mini-conference in Statistics 2014, Newcastle University, 23rd - 24th June 2014.
• RSC 2014, Nottingham University, 28th April - 1st May 2014.
• RSS 2013, Newcastle, 3rd-5th September 2013.
• GTP 2013, Newcastle University, 22nd-26th July 2013.
• “What Are The Odds?”, atass, 13th-14th June 2013.
• Scottish and Northumbrian Academic Statisticians Meeting, Newcastle University, 24th May 2013.
• RSC 2013, Lancaster University, 25th-28th March 2013.
• Durham/Newcastle week, Durham University, 18th-22nd March 2013.
• APTS Glasgow, University of Glasgow, 3rd-7th September 2012.
• GTP 2012, Newcastle University, 23rd-27th July 2012.
• RSC 2012, University of Southampton, 9th-12th July 2012.
• APTS Warwick, University of Warwick, 2nd-6th July 2012.
• APTS Nottingham, University of Nottingham, 16th-20th April 2012.
• Durham/Newcastle week, Newcastle University, 26th-30th March 2013.
• APTS Cambridge, University of Cambridge, 9th-13th January 2012.

Past Positions

• I was a KTP Associate working on a project around sports modelling between University College London and Stratagem Technologies from 1st November 2016 - 31st October 2018.
• RA on the Customer-Led Network Revolution (CLNR) project at Newcastle University from 1st July 2014 - 31st May 2015.
• I worked as an RA on a project between Newcastle University and PragmatIC from 1st April 2016 - 31st July 2016.
• I was a PhD student at Newcastle University from September 2011 - July 2016. My thesis was entitled "Bayesian Inference for Stochastic Differential Mixed-effects Models", supervised by Prof. Richard Boys and Dr Andrew Golightly.

Masters Project

My Masters project on The Bivariate Poisson Distribution and its Applications to Football (246kB) with accompanying poster (67kB).

Interests

• I have been acting since I was 8 and have performed in many plays both at university and back home for the Stephen Joseph Theatre.
• I enjoy writing plays and to date have had 3 plays performed at Northern Stage for the Newcastle Drama Festival, winning best script in 2013. I also wrote the 2011 Newcastle University pantomine.
• I'm a keen fan of comedy and dabble in standup, performing for the university and at various comedy nights around Newcastle. Below is a clip of me talking about Pringles from the Chortle Student Comedy Award 2013, Newcastle heat:
• I enjoy football and support Liverpool FC. I'm also interested in the prediction of football matches (and other sports), a freely available model can be found here.
• I like most sports: Football, cricket, rugby and golf (to name but a few). If it's on, I'll probably watch it (along with attempting to play it badly).